Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 10.09% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 535'840 | 426'819 | 50'422 CHF | 45'269 CHF | 99.77% | 99.77% |
15.05.2024 | 7.65% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 409'604 | 409'604 | 51'538 CHF | 55'634 CHF | 99.41% | 99.41% |
14.05.2024 | 6.67% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 360'884 | 360'884 | 52'279 CHF | 55'888 CHF | 99.23% | 99.23% |
13.05.2024 | 8.30% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 443'232 | 443'232 | 51'171 CHF | 55'604 CHF | 100.00% | 100.00% |
10.05.2024 | 8.30% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 447'670 | 447'665 | 51'677 CHF | 56'153 CHF | 100.00% | 100.00% |
08.05.2024 | 7.09% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 383'392 | 383'391 | 52'195 CHF | 56'029 CHF | 100.00% | 100.00% |
07.05.2024 | 5.38% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 291'906 | 291'906 | 52'766 CHF | 55'685 CHF | 99.73% | 99.73% |
06.05.2024 | 5.78% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 312'128 | 312'127 | 52'453 CHF | 55'574 CHF | 99.51% | 99.51% |
03.05.2024 | 5.13% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 275'750 | 275'749 | 52'371 CHF | 55'128 CHF | 99.70% | 99.70% |
02.05.2024 | 4.55% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 247'125 | 247'125 | 53'070 CHF | 55'541 CHF | 100.00% | 100.00% |